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Goodness-of-fit Test for Directional Data

Author

Listed:
  • Graciela Boente
  • Daniela Rodriguez
  • Wenceslao González Manteiga

Abstract

type="main" xml:id="sjos12020-abs-0001"> In this paper, we study the problem of testing the hypothesis on whether the density f of a random variable on a sphere belongs to a given parametric class of densities. We propose two test statistics based on the L-super-2 and L distances between a non-parametric density estimator adapted to circular data and a smoothed version of the specified density. The asymptotic distribution of the L-super-2 test statistic is provided under the null hypothesis and contiguous alternatives. We also consider a bootstrap method to approximate the distribution of both test statistics. Through a simulation study, we explore the moderate sample performance of the proposed tests under the null hypothesis and under different alternatives. Finally, the procedure is illustrated by analysing a real data set based on wind direction measurements.

Suggested Citation

  • Graciela Boente & Daniela Rodriguez & Wenceslao González Manteiga, 2014. "Goodness-of-fit Test for Directional Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(1), pages 259-275, March.
    • Handle: RePEc:bla:scjsta:v:41:y:2014:i:1:p:259-275
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    References listed on IDEAS

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    6. Fan, Yanqin, 1994. "Testing the Goodness of Fit of a Parametric Density Function by Kernel Method," Econometric Theory, Cambridge University Press, vol. 10(2), pages 316-356, June.
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    8. Hering, Amanda S. & Genton, Marc G., 2010. "Powering Up With Space-Time Wind Forecasting," Journal of the American Statistical Association, American Statistical Association, vol. 105(489), pages 92-104.
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    Cited by:

    1. María Alonso‐Pena & Gerda Claeskens & Irène Gijbels, 2024. "Nonparametric estimation of densities on the hypersphere using a parametric guide," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 51(3), pages 956-986, September.
    2. Arthur Pewsey & Eduardo García-Portugués, 2021. "Recent advances in directional statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 1-58, March.
    3. Marc Hallin & H Lui & Thomas Verdebout, 2022. "Nonparametric Measure-transportation-based Methods for Directional Data," Working Papers ECARES 2022-18, ULB -- Universite Libre de Bruxelles.
    4. Eduardo GarcÍa-Portugués & Ingrid Van Keilegom & Rosa M. Crujeiras and & Wenceslao González-Manteiga, 2016. "Testing parametric models in linear-directional regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(4), pages 1178-1191, December.

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